Luca Benzoni

Latest Institution: Federal Reserve Bank of Chicago

All Institutions: University of Minnesota; Federal Reserve Bank of Chicago


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

An Empirical Investigation of Continuous-Time Equity Return Models

Year: 2001
Journal: Journal of Finance
Authors: Torben G. Andersen; Luca Benzoni; Jesper Lund

Portfolio Choice Over the Lifecycle in the Presence of Trickle Down Labor Income

Year: 2005
Journal: Journal of Finance
Authors: Luca Benzoni; Pierre Collin-Dufresne; Robert S. Goldstein

Can Standard Preferences Explain the Prices of Out-of-the-Money SP 500 Put Options?

Year: 2005
Journal: No Journal Matched
Authors: Luca Benzoni; Pierre-Collin Dufresne; Robert S. Goldstein

Do Bonds Span Volatility Risk in the US Treasury Market? A Specification Test for Affine Term Structure Models

Year: 2007
Journal: Journal of Finance
Authors: Torben G. Andersen; Luca Benzoni


Author Disambiguation

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